+41.1%
CLS vs NEM
+73.9%
-32.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.8% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | -13.9% | +23.1% | -37.0% | -23.7% |
| 3M | -26.6% | +18.5% | -45.1% | -33.6% |
| 6M | +15.4% | +7.8% | +7.6% | +9.0% |
| YTD | +5.7% | +29.1% | -23.4% | -10.1% |
| 1Y | +41.1% | +72.7% | -31.5% | -5.6% |
| All | +41.1% | +73.9% | -32.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling